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EbookBell Team
4.7
96 reviewsDiscover the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.
This book covers:Brownian motion & stochastic processes – The foundation of modern financial modelingItô calculus & stochastic differential equations (SDEs) – Key tools for derivative pricingThe Black-Scholes model & risk-neutral pricing – Understand the math behind optionsJump diffusion & mean-reverting models – Improve volatility forecastingNumerical methods & Monte Carlo simulations – Real-world applications in PythonHeston model & stochastic volatility – More accurate option pricing strategies
Featuring real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.
